+18.0%
CI vs MRSH
+20.0%
-2.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.3% | +0.1% | +2.2% |
| 7D | +3.5% | +9.4% | -5.9% | +0.2% |
| 30D | +12.6% | +23.4% | -10.9% | +4.8% |
| 3M | +12.1% | +9.9% | +2.2% | +8.0% |
| 6M | +10.6% | +26.0% | -15.5% | +2.6% |
| YTD | +12.8% | +15.2% | -2.4% | +8.5% |
| 1Y | +18.0% | +18.4% | -0.4% | +9.5% |
| All | +18.0% | +20.0% | -2.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling